Factor investing : trends and challenges /: trends and challenges. (2017)

• Record Type: Book
• Further Information: Note: Edited by Emmanuel Jurczenko.
• Editors: Jurczenko, Emmanuel
• Contents: Introduction, Andrew Ang 1. The Price of Factors and the Implications for Active Investing, Inigo Fraser-Jenkins. 2. Factor Investing: The Rocky Road from Long-Only to Long-Short, Marie Brière and Ariane Szafarz. 3. Peering under the Hood of Rules-Based Portfolio Construction: The Impact of Security Selection and Weighting Decisions, Jennifer Bender, Xiaole Sun and Taie Wang. 4. Diversify and Purify Factor Premiums in Equity Markets, Raul Leote de Carvalho, Xiao Lu, François Soupé and Patrick Dugnolle. 5. The Predictability of Risk-Factor Returns, Robert J. Bianchi, Michael E. Drew and Scott N. Pappas. 6. Style Factor Timing, Yin Luo. 7. Go with the Flow or Hide from the Tide? Trading Flow as a Signal in Style Investing, Daniel Giamouridis, Michael Neumann and Michael Steliaros. 8. Investment and Profitability: A Quality Factor that Actually Works, Jason Hsu, Vitali Kalesnik and Engin Kose. 9. Common Equity Factors in Corporate Bond Markets, Demir Bektic, Ulrich Neugebauer, Michael Wegener ?and Josef-Stefan Wenzler. 10. Alternative Risk Premia: What Do We Know?, Thierry Roncalli. 11. Strategic Portfolio Allocation With Factors, Bob Bass, David Greenberg and Michael Kishinevsky. 12. A Macro Risk-Based Approach to Alternative Risk Premia Allocation, Olivier Blin, Florian Ielpo, Joan Lee and Jérôme Teiletche. 13. Optimizing Cross-Asset Carry, Nick Baltas. 14. Diversification and the Volatility Risk Premium, Harindra Desilva, Gregory M. McMurran and Megan N. Miller. 15. Factor Investing and ESG Integration, Dimitris Melas, Zoltan Nagy and Padmakar Kulkarni. 16. The Alpha and Beta of Equity Hedge UCITS Funds: Implications for Momentum Investing, Nabil Bouamara, Kris Boudt, Benedict Peeters and James Thewissen.
• Publisher Details: Amsterdam : Elsevier
• Publication Date: 2017
• Extent: 1 online resource
• Subjects: 332.632; Asset-backed financing
• Languages: English
• ISBNs: 9780081019641
• Related ISBNs: 9781785482014
• Notes: Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.